+111.1%
ROST vs FTI
+1,109.5%
-998.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -2.5% | -5.6% | +3.1% | -1.7% |
| 30D | -10.3% | +0.4% | -10.7% | -10.4% |
| 3M | -2.6% | +8.1% | -10.7% | -3.9% |
| 6M | +6.5% | +16.7% | -10.2% | +3.6% |
| YTD | +25.9% | +70.0% | -44.0% | +15.5% |
| 1Y | +52.3% | +85.4% | -33.1% | +37.7% |
| 3Y | +94.6% | +265.9% | -171.4% | +54.7% |
| 5Y | +111.1% | +1,072.7% | -961.6% | +25.8% |
| All | +111.1% | +1,109.5% | -998.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling